Usage of an indented bullet does not imply the statement is a response.

Lightbringer is the sword of Azor Ahai, a legendary hero who is prophesied to fight the Great Other. Lightbringer is thought to be a sword made of living fire. It is also known as the Red Sword of Heroes.[1]. Many believe the Legend of Lightbringer's creation is metaphorical, while others believe it is a physical sword. Possibilities:

Davos Seaworth

His shadow is also described as a sword when he helps Edric Storm escape.

The wind sighed through the chamber, and in the hearth the flames gusted and swirled. He listened to the logs crackle and spit. When Davos left the window his shadow went before him, tall and thin, and fell across the Painted Table like a sword.

Melisandre does also recognize a power when she proposes making shadow babies.

Is the brave Ser Onion so frightened of a passing shadow? Take heart, then. Shadows only live when given birth by light, and the king’s fires burn so low I dare not draw off any more to make another son. It might well kill him.” Melisandre moved closer. “With another man, though… a man whose flames still burn hot and high… if you truly wish to serve your king’s cause, come to my chamber one night. I could give you pleasure such as you have never known, and with your life-fire I could make

The original Lightbringer was forged three times and Davos has been twice so far with the third (if the theory is correct) coming soon. When a sword is forged it's at the mercy of its surroundings shape by things around it. This is what Davos has been when he has been assumed dead two times (Battle of the Blackwater and when he was held by Wyman Manderly in the Wolf's Den)

Assuming the trend continues Skagos is where the third reforging will take place.

Here instead of talking about the physical torch being taken away, the "light" is actually Davos.

Melisandre believes that Stannis Baratheon is Azor Ahai and since Davos is the Hand of the King it is possible that since a sword is often thought of as an extension of the hand this could be talking about Davos as a metaphorical Lightbringer.

This is supported by Davos's actions for Stannis such as gathering armies and commanding battles, all work done by the Hand of the King.